Related papers: Estimating Gaussian mixtures using sparse polynomi…
The Method of Moments [Pea94] is one of the most widely used methods in statistics for parameter estimation, by means of solving the system of equations that match the population and estimated moments. However, in practice and especially…
Gaussian mixture models are universal approximators in the sense that any smooth density can be approximated arbitrarily well with a Gaussian mixture model with enough components. Due to their broad expressive power, Gaussian mixture models…
We consider the problem of identifying a mixture of Gaussian distributions with same unknown covariance matrix by their sequence of moments up to certain order. Our approach rests on studying the moment varieties obtained by taking special…
Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…
Given data drawn from a mixture of multivariate Gaussians, a basic problem is to accurately estimate the mixture parameters. We give an algorithm for this problem that has a running time, and data requirement polynomial in the dimension and…
This paper studies how to recover parameters in diagonal Gaussian mixture models using tensors. High-order moments of the Gaussian mixture model are estimated from samples. They form incomplete symmetric tensors generated by hidden…
This work provides a computationally efficient and statistically consistent moment-based estimator for mixtures of spherical Gaussians. Under the condition that component means are in general position, a simple spectral decomposition…
Efficiently learning mixture of Gaussians is a fundamental problem in statistics and learning theory. Given samples coming from a random one out of k Gaussian distributions in Rn, the learning problem asks to estimate the means and the…
Since Pearson [Philosophical Transactions of the Royal Society of London. A, 185 (1894), pp. 71-110] first applied the method of moments (MM) for modeling data as a mixture of one-dimensional Gaussians, moment-based estimation methods have…
Estimating the number of components is a fundamental challenge in unsupervised learning, particularly when dealing with high-dimensional data with many components or severely imbalanced component sizes. This paper addresses this challenge…
In this paper we present a method for learning the parameters of a mixture of $k$ identical spherical Gaussians in $n$-dimensional space with an arbitrarily small separation between the components. Our algorithm is polynomial in all…
We give a new algorithm for learning mixtures of $k$ Gaussians (with identity covariance in $\mathbb{R}^n$) to TV error $\varepsilon$, with quasi-polynomial ($O(n^{\text{poly\,log}\left(\frac{n+k}{\varepsilon}\right)})$) time and sample…
We consider the sparse moment problem of learning a $k$-spike mixture in high-dimensional space from its noisy moment information in any dimension. We measure the accuracy of the learned mixtures using transportation distance. Previous…
Gaussian mixture models (GMMs) are fundamental tools in statistical and data sciences. We study the moments of multivariate Gaussians and GMMs. The $d$-th moment of an $n$-dimensional random variable is a symmetric $d$-way tensor of size…
In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…
Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…
This paper studies how to learn parameters in diagonal Gaussian mixture models. The problem can be formulated as computing incomplete symmetric tensor decompositions. We use generating polynomials to compute incomplete symmetric tensor…
In data processing and machine learning, an important challenge is to recover and exploit models that can represent accurately the data. We consider the problem of recovering Gaussian mixture models from datasets. We investigate symmetric…
Mixture modeling is a general technique for making any simple model more expressive through weighted combination. This generality and simplicity in part explains the success of the Expectation Maximization (EM) algorithm, in which updates…
We consider the inverse problem for the polynomial map which sends an $m$-tuple of quadratic forms in $n$ variables to the sum of their $d$-th powers. This map captures the moment problem for mixtures of $m$ centered $n$-variate Gaussians.…